Where is my Counterwatch data stored on my PC?

Your match history, hero sessions and saved player data live in a local database (IndexedDB) inside Overwolf's browser storage. On Windows that's:

%LocalAppData%\Overwolf\CefBrowserCache\Default\IndexedDB\overwolf-extension_jibicdemenmbbgklpbgioihcacpgefpphlffhanp_0.indexeddb.leveldb

Paste it into the Explorer address bar to jump straight there. The long string is Counterwatch's Overwolf app id, so the path is the same on every machine.

It isn't a file you can read

Inside is a LevelDB store spread across .ldb files, with the field names compressed to save space. It won't open in Excel, a text editor, or anything else useful, and there's no supported way to pull your matches out of it by hand. That's why the answer to exporting is currently no.

Don't delete the folder

It isn't a cache. Deleting it wipes your local match history and hero sessions. If you're signed in, the app re-downloads whatever it backed up to the cloud and you get your matches back. If you've been playing as a guest, that data is gone for good.

Your settings and preferences are stored separately in the same browser profile, under keys beginning with counterwatch..